-47.4%
MSTR vs VFC
+42.4%
-89.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | -4.0% | +7.7% | -11.6% | -5.3% |
| 30D | -18.6% | +39.2% | -57.8% | -24.0% |
| 3M | +25.6% | +40.3% | -14.7% | +16.8% |
| 6M | -33.1% | +11.4% | -44.4% | -34.6% |
| YTD | -17.3% | +17.5% | -34.9% | -18.1% |
| All | -47.4% | +42.4% | -89.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling